all 3 question please

1.3 Use this list of Treasury bond prices as of May 15,2001 , to derive the discount factors for cash flows to be received in 6 months, 1 year, and 1.5 years. 1.4 Suppose there exists a Treasury issue with a 7.5\% coupon maturing on November 15,2002 . Using the discount factors derived in question 1.3, what would be the price of the 7.5s of November 15,2002 ? 1.5 [Continued from 1.4] Say that the 7.5s of November 15,2002 , existed and traded at a price of 105 instead of the price derived in question 1.4. How could one earn an arbitrage profit by trading the 7.5s of November 15,2002 , and the three bonds listed in question 1.3? Using the prices listed in question 1.3, how much arbitrage profit is available in this trade? 1.3 Use this list of Treasury bond prices as of May 15,2001 , to derive the discount factors for cash flows to be received in 6 months, 1 year, and 1.5 years. 1.4 Suppose there exists a Treasury issue with a 7.5\% coupon maturing on November 15,2002 . Using the discount factors derived in question 1.3, what would be the price of the 7.5s of November 15,2002 ? 1.5 [Continued from 1.4] Say that the 7.5s of November 15,2002 , existed and traded at a price of 105 instead of the price derived in question 1.4. How could one earn an arbitrage profit by trading the 7.5s of November 15,2002 , and the three bonds listed in question 1.3? Using the prices listed in question 1.3, how much arbitrage profit is available in this trade